Course wrap-up

Credit Risk Modeling in R

Lore Dirick

Manager of Data Science Curriculum at Flatiron School

Other methods

  • Discriminant analysis
  • Random forest
  • Neural networks
  • Support vector machines
Credit Risk Modeling in R

But... very classification-focused

  • Timing aspect is neglected
  • New popular method: survival analysis
    • PDs that change over time
    • Time-varying covariates can be included
Credit Risk Modeling in R

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Credit Risk Modeling in R

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